Transaction costs, arbitrage, and volatility spillover : a note
Year of publication: |
2003
|
---|---|
Authors: | Aragó, V. ; Corredor, Pilar ; Santamaría Aquilué, Rafael |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 12.2003, 3, p. 399-415
|
Subject: | Derivat | Derivative | Transaktionskosten | Transaction costs | Arbitrage | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Spanien | Spain |
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